The retail versions of modern consoles enforce cryptographic signatures on everything, so nothing will run on them without going though MS/Sony/Nintendo first.
Officially licenced developers have special devkit systems with more lax security.
Sometimes fancy extra features too- I believe I've heard of (and seen photos of) devkit systems that interface to a PC for uploading code and/or debugging.
I have a PS4 devkit on my desk. Basically you develop in Visual Studio like you would normally, press run and the application gets deployed to the PS4 over lan - debugger also attaches remotely. So from the programmers point of view you don't even care that your code is running over the network. In fact, I have worked with Wii/WiiU/PS3/PS4/X360/XOne devkits and you can always deploy remotely through lan - with the only exception being the Wii, which used 3 USB cables at once for deployment and debugging.
That's pretty sweet! No wonder with the Wii, I understand it was the last holdout of the older group of consoles, what with the double-clocked GameCube CPU and all.
Don't think that Wii U is much better....it has a lan port, but literally every tool is command line based and their debugger looks like notepad from Windows 95 with few extra buttons tacked on. There is a plugin for Visual Studio integration, but it's super slow, when you hit a breakpoint in code it takes over a minute to trigger in the IDE, so everyone uses their horrible outdated debugger instead. Nintendo hardware is very weird to develop for.
I don't seem to have access to the VS plugin, but when I place a breakpoint in the Green Hills IDE it is indeed about 30 seconds for it to catch up. It works, but I do find it frustrating.
Officially licenced developers have special devkit systems with more lax security.